+13.7%
CCL vs S
-51.5%
+65.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | -2.4% |
| 7D | -0.3% | +4.1% | -4.4% | -1.6% |
| 30D | +10.3% | -7.2% | +17.5% | +12.3% |
| 3M | +6.6% | 0.0% | +6.6% | +4.6% |
| 6M | +20.0% | +41.6% | -21.6% | +4.3% |
| YTD | -1.9% | +48.6% | -50.5% | -17.5% |
| 1Y | +10.4% | +30.0% | -19.6% | -3.4% |
| 3Y | +134.8% | +42.2% | +92.7% | +92.5% |
| 5Y | +34.0% | -70.8% | +104.8% | +26.3% |
| All | +13.7% | -51.5% | +65.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling